Introduction

GeniusTrader aims to be a full featured toolbox to create
trading systems. Powerful systematic trading requires
several things :

many indicators and corresponding signals

money management rules

deciding what is a reasonable amount of money to put on a single trade
(to limit the risk associated to that trade)

combining different values within the portfolio
(to limit the global risk)

flexibility to be able to test all combinations with the above items

backtesting system with analysis of results

GeniusTrader already supports most of this.
GeniusTrader consists of a over 350 perl modules (the GT Toolkit)
associated to a few perl application scripts.
It has no graphical user interface since it's absolutely
not needed to achieve its goals ...

Systematic trading system starts by defining a trading systems rules.
In GT that is done with text strings called sys-sig-indic descriptions
associated with logical trading system functions.
For example, what market condition(s) and your current portfolio condition(s)
are necessary to open a long position.
And with respect to an open position, what condition(s) are required to
close it, either partially or completely?
This
is an example of a trading system backtest analysis that
GeniusTrader script app backtest.pl can generate for you.

These graphics help a lot to realize the weaknesses
of your trading systems :

big max draw down

long period without new high (very frustrating when
you're playing with real money)

no regular gains (only one very good trade made most of the profits)

In addition GeniusTrader can also generate market based charts
that can be used to help you create your trading system.
This
is an example of a chart for CUSIP 13000 (Alcatel) that
GeniusTrader app script graphic.pl can generate for you.
The script graphic.pl can be configured to generate graphs
with most published Technical Analysis indicators.
(More than 100 currently available).
Plus you can devise your own by combining existing ones programmatically.
The Screenshots page has many more
examples of what GT can do and explanations on how to do it.

Going further ...

What you read looked interesting and you want to try ?
Okay, that's why it's free software.
However let me warn you : GeniusTrader is not meant to be
used by the typical point-n-click end-user.
You should really know a bit of Perl (well not so much actually,
unless you want to hack the code itself) but if you want to use it,
you'll have to understand how to craft sys-sig-indic descriptions.

read the docs (GT/Docs),

read the API descriptions (perldoc GT_toolkit_module),

read the GT app script descriptions (perldoc GT_App_Script),

maybe even reading the perl code as well.

That said, we can help you in that direction...
you'll find everything needed in the following sections.

Get the Code
- Get the latest code via svn repository or a tarball and sign up for our mailing lists